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[ascl:1804.010] SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere

SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.

Code site:
https://github.com/pec27/smerfs
Appears in:
http://adsabs.harvard.edu/abs/2017arXiv170910314C https://doi.org/10.1515/mcma-2018-0001
Bibcode:
2018ascl.soft04010C

ascl:1804.010
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